Let's use a comparison. For this I will show my own views on it:
My life is meaningless. I play games for a meaningless joy. I listen jokes for a meaningless laughter. I want to change this world to make it a meaninglessly better place.
So, I prefer to think my life is meaningless. But it is a subjective point:
Scissors have meaning of their existence: they exist to cut various things. Humans, on the other hand, whether there is a creator or no one, are free to choose their meaning of existence. Or choose none at all.
So, I don't claim that all life is meaningless. Maybe the world as whole is created with some purpose. Maybe not. I don't know. I don't care. I don't care if I live in accordance with this plan or not. I don't have any plans on my life that are set in stone. Anything might change. My desires, my tastes, my preferences. I can have only a sketch of my life, not a plan. And there is no destination. No point when I can say life is accomplished and finally I escape it.
So, to me my nihilism is not a source or a byproduct of depression. Depression has nothing to do with my worldview.
But is there anyone who held similar views? Who preferred to think his life is meaningless? Or was every nihilist philosopher unhappy with it?